Brian Healy

NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering

Brooklyn, NY 11201

United States

SCHOLARLY PAPERS

2

DOWNLOADS

334

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Dividend Capture Returns: Anomaly or Risk Premium? Evidence from the Equity Options Markets

Michael J. Brennan Irish Finance Working Paper Series Research Paper No. 19-2
Number of pages: 102 Posted: 20 Feb 2019
Brian Healy and Conall O'Sullivan
NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering and University College Dublin (UCD) - Michael Smurfit Graduate School of Business
Downloads 224 (159,287)

Abstract:

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2.

Principal Eigenportfolios for U.S. Equities

Number of pages: 39 Posted: 11 Dec 2020
New York University (NYU) - Courant Institute of Mathematical Sciences, NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering, North Carolina State University - Department of Mathematics, Stanford University - Department of Mathematics and affiliation not provided to SSRN
Downloads 110 (287,807)

Abstract:

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Eigenportfolios, Principal Component Analysis, Tensor Decomposition